Erste Bank Call 55 0B2 20.12.2024
/ AT0000A3AB82
Erste Bank Call 55 0B2 20.12.2024/ AT0000A3AB82 /
| 2024-05-31 5:00:13 PM |
Chg.+0.041 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.836EUR |
+5.16% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F68 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.30 |
| Break-even: |
63.56 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.39% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.38 |
| Rho: |
0.21 |
Quote data
| Open: |
0.798 |
| High: |
0.836 |
| Low: |
0.798 |
| Previous Close: |
0.795 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
+209.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.948 |
0.756 |
| 1M High / 1M Low: |
0.948 |
0.621 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.853 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
